| 更新時間： | 2019年4月18日 PM 5:39:53 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 28/12/18 | 27.170% | 25504.20 | 18.490% | 19.001% | +8.169% | 19.001% | +8.169% |
| 31/12/18 | 25.030% | 25845.70 | 18.819% | 18.870% | +6.160% | 23.520% | +1.510% |
| 02/01/19 | 26.930% | 25130.35 | 20.916% | 19.164% | +7.766% | 23.571% | +3.359% |
| 03/01/19 | 25.170% | 25064.36 | 19.238% | 19.252% | +5.918% | 23.521% | +1.649% |
| 04/01/19 | 22.960% | 25626.03 | 21.282% | 19.749% | +3.211% | 23.966% | -1.006% |
| 07/01/19 | 22.180% | 25835.70 | 20.636% | 20.178% | +2.002% | 23.990% | -1.810% |
| 08/01/19 | 21.110% | 25875.45 | 18.595% | 20.134% | +0.976% | 23.772% | -2.662% |
| 09/01/19 | 20.430% | 26462.32 | 20.106% | 19.972% | +0.458% | 23.416% | -2.986% |
| 10/01/19 | 20.440% | 26521.43 | 19.617% | 20.047% | +0.393% | 23.340% | -2.900% |
| 11/01/19 | 19.640% | 26667.27 | 19.662% | 19.723% | -0.083% | 22.801% | -3.161% |
| 14/01/19 | 20.260% | 26298.33 | 19.584% | 19.513% | +0.747% | 22.077% | -1.817% |
| 15/01/19 | 19.480% | 26830.29 | 20.346% | 19.863% | -0.383% | 22.310% | -2.830% |
| 16/01/19 | 19.200% | 26902.10 | 19.499% | 19.742% | -0.542% | 22.012% | -2.812% |
| 17/01/19 | 19.300% | 26755.63 | 19.649% | 19.748% | -0.448% | 21.857% | -2.557% |
| 18/01/19 | 18.630% | 27090.81 | 19.617% | 19.739% | -1.109% | 21.685% | -3.055% |
| 21/01/19 | 19.130% | 27196.54 | 19.608% | 19.744% | -0.614% | 21.203% | -2.073% |
| 22/01/19 | 19.570% | 27005.45 | 19.672% | 19.609% | -0.039% | 20.897% | -1.327% |
| 23/01/19 | 18.800% | 27008.20 | 19.592% | 19.628% | -0.828% | 20.756% | -1.956% |
| 24/01/19 | 18.250% | 27120.98 | 19.577% | 19.613% | -1.363% | 20.580% | -2.330% |
| 25/01/19 | 17.770% | 27569.19 | 20.000% | 19.690% | -1.920% | 20.498% | -2.728% |
| 28/01/19 | 18.590% | 27576.96 | 20.009% | 19.770% | -1.180% | 20.095% | -1.505% |
| 29/01/19 | 18.500% | 27531.68 | 19.395% | 19.715% | -1.215% | 19.877% | -1.377% |
| 30/01/19 | 18.450% | 27642.85 | 17.098% | 19.216% | -0.766% | 19.216% | -0.766% |
| 31/01/19 | 18.010% | 27942.47 | 17.199% | 18.740% | -0.730% | 22.896% | -4.886% |
| 01/02/19 | 18.240% | 27930.74 | 14.690% | 17.678% | +0.562% | 21.454% | -3.214% |
| 04/02/19 | 18.580% | 27990.21 | 14.255% | 16.528% | +2.052% | 19.650% | -1.070% |
| 08/02/19 | 18.310% | 27946.32 | 14.369% | 15.522% | +2.788% | 17.945% | +0.365% |
| 11/02/19 | 17.660% | 28143.84 | 12.144% | 14.532% | +3.128% | 16.441% | +1.219% |
| 12/02/19 | 17.110% | 28171.33 | 12.163% | 13.524% | +3.586% | 15.191% | +1.919% |
| 13/02/19 | 17.100% | 28497.59 | 12.443% | 13.075% | +4.025% | 14.578% | +2.522% |
| 14/02/19 | 17.000% | 28432.05 | 11.568% | 12.537% | +4.463% | 13.876% | +3.124% |
| 15/02/19 | 18.130% | 27900.84 | 11.872% | 12.038% | +6.092% | 13.225% | +4.905% |
| 18/02/19 | 18.110% | 28347.01 | 12.791% | 12.167% | +5.943% | 13.067% | +5.043% |
| 19/02/19 | 18.280% | 28228.13 | 12.802% | 12.295% | +5.985% | 13.103% | +5.177% |
| 20/02/19 | 18.320% | 28514.05 | 12.575% | 12.322% | +5.998% | 13.030% | +5.290% |
| 21/02/19 | 17.710% | 28629.92 | 12.577% | 12.523% | +5.187% | 13.141% | +4.569% |
| 22/02/19 | 17.320% | 28816.30 | 12.139% | 12.577% | +4.743% | 13.093% | +4.227% |
| 25/02/19 | 18.010% | 28959.30 | 12.123% | 12.443% | +5.567% | 12.648% | +5.362% |
| 26/02/19 | 18.550% | 28772.06 | 12.582% | 12.399% | +6.151% | 12.501% | +6.049% |
| 27/02/19 | 19.830% | 28757.44 | 11.792% | 12.243% | +7.587% | 12.243% | +7.587% |
| 28/02/19 | 18.930% | 28633.18 | 11.931% | 12.114% | +6.816% | 14.900% | +4.030% |
| 01/03/19 | 17.100% | 28812.17 | 11.891% | 12.064% | +5.036% | 14.739% | +2.361% |
| 04/03/19 | 17.630% | 28959.59 | 11.930% | 12.025% | +5.605% | 14.396% | +3.234% |
| 05/03/19 | 17.550% | 28961.60 | 11.790% | 11.867% | +5.683% | 14.109% | +3.441% |
| 06/03/19 | 17.410% | 29037.60 | 11.669% | 11.842% | +5.568% | 13.982% | +3.428% |
| 07/03/19 | 17.510% | 28779.45 | 12.229% | 11.902% | +5.608% | 13.955% | +3.555% |
| 08/03/19 | 18.930% | 28228.42 | 14.031% | 12.330% | +6.600% | 14.355% | +4.575% |
| 11/03/19 | 17.780% | 28503.30 | 14.335% | 12.811% | +4.969% | 14.600% | +3.180% |
| 12/03/19 | 17.330% | 28920.87 | 15.090% | 13.471% | +3.859% | 15.241% | +2.089% |
| 13/03/19 | 17.580% | 28807.45 | 14.885% | 14.114% | +3.466% | 15.853% | +1.727% |
| 14/03/19 | 16.450% | 28851.39 | 14.719% | 14.612% | +1.838% | 16.292% | +0.158% |
| 15/03/19 | 15.300% | 29012.26 | 12.728% | 14.352% | +0.948% | 15.884% | -0.584% |
| 18/03/19 | 15.980% | 29409.01 | 12.535% | 13.991% | +1.989% | 15.141% | +0.839% |
| 19/03/19 | 16.140% | 29466.28 | 12.287% | 13.431% | +2.709% | 14.424% | +1.716% |
| 20/03/19 | 16.370% | 29320.97 | 12.200% | 12.894% | +3.476% | 13.741% | +2.629% |
| 21/03/19 | 16.560% | 29071.56 | 12.642% | 12.478% | +4.082% | 13.196% | +3.364% |
| 22/03/19 | 15.860% | 29113.36 | 12.592% | 12.451% | +3.409% | 13.065% | +2.795% |
| 25/03/19 | 18.140% | 28523.35 | 14.451% | 12.834% | +5.306% | 13.151% | +4.989% |
| 26/03/19 | 16.890% | 28566.91 | 14.060% | 13.189% | +3.701% | 13.406% | +3.484% |
| 27/03/19 | 15.770% | 28728.25 | 14.177% | 13.585% | +2.185% | 13.696% | +2.074% |
| 28/03/19 | 15.430% | 28775.21 | 14.008% | 13.858% | +1.572% | 13.858% | +1.572% |
| 29/03/19 | 14.730% | 29051.36 | 14.320% | 14.203% | +0.527% | 17.820% | -3.090% |
| 01/04/19 | 15.610% | 29562.02 | 15.460% | 14.405% | +1.205% | 17.718% | -2.108% |
| 02/04/19 | 15.170% | 29624.67 | 15.451% | 14.683% | +0.487% | 17.940% | -2.770% |
| 03/04/19 | 15.450% | 29986.39 | 15.909% | 15.029% | +0.421% | 18.239% | -2.789% |
| 04/04/19 | 15.360% | 29936.32 | 15.523% | 15.332% | +0.028% | 18.481% | -3.121% |
| 08/04/19 | 16.140% | 30077.15 | 13.789% | 15.226% | +0.914% | 17.853% | -1.713% |
| 09/04/19 | 15.500% | 30157.49 | 13.396% | 14.814% | +0.686% | 17.247% | -1.747% |
| 10/04/19 | 15.640% | 30119.56 | 12.574% | 14.238% | +1.402% | 16.460% | -0.820% |
| 11/04/19 | 15.860% | 29839.45 | 13.098% | 13.676% | +2.184% | 15.698% | +0.162% |
| 12/04/19 | 15.020% | 29909.76 | 13.096% | 13.191% | +1.829% | 15.032% | -0.012% |
| 15/04/19 | 16.050% | 29810.72 | 13.140% | 13.061% | +2.989% | 14.563% | +1.487% |
| 16/04/19 | 15.350% | 30129.87 | 12.896% | 12.961% | +2.389% | 14.345% | +1.005% |
| 17/04/19 | 15.310% | 30124.68 | 12.904% | 13.027% | +2.283% | 14.311% | +0.999% |
| 18/04/19 | 15.190% | 29963.26 | 12.911% | 12.989% | +2.201% | 14.163% | +1.027% |